Is it crazy to not want a bridal shower?

You could ask if the gathering could be done without gifts -- just to celebrate you as a bride. Especially the etiquette sense is that your family is not to initiate a shower. But the gathering could be good if inviting women from your partner's side and for people to meet. But this event can be kept low key -- more like at someone's house.

Unless you are expecting a shower that did not happen, you should be fine if you do skip it.

Hopefully some others will see this question and help give a broader view.

Some of these pre-wedding events are unnecessarily upscaled by renting out venues or high- cost options when for most of us should just be having gathering of those around us to celebrate this betrothal like a family birthday party. It should be based on who wants to host it and what guests can make it. No one should feel compelled to hold an event. No one should feel left out if not able to attend such events. Also, if reasonable, be flexible and willing to be the recipient of people wanting to host a celebration.